Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator

DOI10.2307/2526473zbMath0523.62027OpenAlexW1968348789MaRDI QIDQ3673858

Randall J. Olsen

Publication date: 1982

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526473

zbMATH Keywords

maximum likelihood estimatorsselectivity biasmissing valueserror distribution of least squares residualsestimating regression equation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Sampling theory, sample surveys (62D05)

Related Items (12)

Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator ⋮ Non-parametric maximum likelihood estimation of censored regression models ⋮ Semiparametric estimates of the supply and demand effects of disability on labor force participation ⋮ Econometric models with normal polychotomous selectivity ⋮ The small sample performance of the Wald test in the sample selection model under the multicollinearity problem ⋮ Conditional independence in sample selection models ⋮ Estimation of sample selection bias models ⋮ Identification by non-linearity in censored regression models ⋮ On Testing Sample Selection Bias Under the Multicollinearity Problem ⋮ SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE ⋮ Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome ⋮ The Sample Selection Model from a Method of Moments Perspective

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